70 citations · 94 across the 8 of their papers we have counts for
8 papers
Strength of forensic evidence for composite hypotheses: An empirical Bayes view with a fixed prior quantile
Bert van Es
Motivated by the forensic problem of determining the strength of evidence of a continuously distributed measurement of evidence, in the situation of composite hypotheses of the pro…
Nonparametric Kernel Density Estimation for Univariate Curent Status Data
Bert van Es, Catharina Elisabeth Graafland
We derive estimators of the density of the event times of current status data. The estimators are derived for the situations where the distribution of the observation times is know…
Some thoughts on the asymptotics of the deconvolution kernel density estimator
Bert van Es, Shota Gugushvili
Via a simulation study we compare the finite sample performance of the deconvolution kernel density estimator in the supersmooth deconvolution problem to its asymptotic behaviour p…
Deconvolution for an atomic distribution
Bert van Es, Shota Gugushvili, Peter Spreij
Let be i.i.d. observations, where and and are independent. Assume that unobservable 's are distributed as a random variable where…
A Comparison of Information Concerning the Regression Parameter in The Accelerated Failure Time Model under Current Duration and Length Biased Sampling: Does it Pay to be Patient?
Bert van Es, Chris A. J. Klaassen, Philip J. Mokveld
Longitudinal observations are sometimes costly or not available. Cross sectional sampling can be an alternative. Observations are drawn then at a specific point in time from a popu…
A kernel type nonparametric density estimator for decompounding
Bert van Es, Shota Gugushvili, Peter Spreij
Given a sample from a discretely observed compound Poisson process, we consider estimation of the density of the jump sizes. We propose a kernel type nonparametric density estimato…